Macro to prevent switching ActiveBook

You need in this case to refer to the sheet by it's name/

Option Explicit
Sub copyData()

Application.ScreenUpdating = False
   
Workbooks.Add
ThisWorkbook.Sheets("Year to Year").Range("A1:S25").Copy _
    ActiveWorkbook.Sheets("Sheet1").Range("A1:S25")

Application.ScreenUpdating = True
End Sub

Or

Option Explicit
Sub copyData()

Application.ScreenUpdating = False
   
Workbooks.Add
ThisWorkbook.Sheet1.Range("A1:S25").Copy _
    ActiveWorkbook.Sheet1.Range("A1:S25")

Application.ScreenUpdating = True
End Sub

Read this for a fuller explanation.